+43.7%
F vs KNX
+38.8%
+4.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -2.6% |
| 7D | -4.9% | +2.3% | -7.2% | -5.9% |
| 30D | -2.9% | +0.5% | -3.4% | -3.3% |
| 3M | -9.1% | -14.1% | +5.1% | -2.9% |
| 6M | +12.9% | +19.8% | -6.8% | +1.8% |
| YTD | +6.1% | +32.7% | -26.7% | -9.7% |
| 1Y | +22.5% | +62.3% | -39.8% | -6.9% |
| 3Y | +32.1% | +36.8% | -4.8% | +5.3% |
| 5Y | +43.7% | +41.8% | +2.0% | +15.1% |
| All | +43.7% | +38.8% | +4.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling